TUESDAY, July 29, 2014 (HealthDay News) -- Quitting smoking is harder for people with depression, according to a new review.

Depression can make it more difficult to ride out the anxiety, cravings or lack of sleep that come with trying to quit cold turkey, scientists found. But extra exercise -- even just a walk -- could help people quit faster, they said.

"The review should be seen as a call to arms," the study's co-author, Gregory Moullec, a postdoctoral researcher in the department of exercise science at Concordia University in Montreal, said in a university news release.

The study's first author, Paquito Bernard, of the University of Montpellier in France, added that he hopes the findings will alert researchers and clinicians to the "promising role of exercise in the treatment of both depression and smoking cessation."

Nearly 20 percent of adults in North America are regular smokers, although this percentage is on the decline. Meanwhile, roughly 40 percent of those with depression still rely on regular drags, the researchers said.

Depressed smokers feel the need to smoke twice as often as smokers who don't have a mood disorder, according to the researchers. Those having the hardest time avoiding cigarettes may be grappling with more mental health issues than they realize, the authors added.

For the study, published recently in Nicotine & Tobacco Research, the researchers said they examined quit-smoking programs for people with depression, looking for the effect of exercise against relapse and on withdrawal symptoms. They also reviewed published studies investigating links between exercise and smoking, and exercise and depression.

The investigators found that over 18 months, just taking regular walks can help ease the withdrawal symptoms associated with quitting smoking -- even if it's not enough physical activity to reduce symptoms of depression.

More research is needed to determine the role exercise should play in programs designed to help people quit smoking, the study authors concluded.

"We still need stronger evidence to convince policymakers," Moullec said in the news release. "Unfortunately, there is still skepticism about exercise compared to pharmacological strategies. But if we continue to conduct ambitious trials, using high-standard methodology, we will get to know which interventions are the most effective of all."